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Pricing loans using default probabilities
Turnbull, Stuart M. - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 197-217
Persistent link: https://www.econbiz.de/10001790785
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Unresolved issues in modeling credit-risky assets
Turnbull, Stuart M. - In: The journal of fixed income 15 (2005) 1, pp. 68-87
Persistent link: https://www.econbiz.de/10003018899
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Primary-firm-driven portfolio loss
Turnbull, Stuart M. - In: The journal of credit risk : published quarterly by … 13 (2017) 2, pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
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Estimating the impact of climate change on credit risk
Turnbull, Stuart M. - In: Journal of risk : JOR 26 (2023) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10014487249
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Capital allocation and risk performance measurement in a financial institution
Turnbull, Stuart M. - In: Financial markets, institutions & instruments 9 (2000) 5, pp. 325-357
Persistent link: https://www.econbiz.de/10001537792
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The intersection of market and credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Journal of banking & finance 24 (2000) 1/2, pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - 1994
Persistent link: https://www.econbiz.de/10000904137
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Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
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Credit risk : constructing the basic building blocks
Hughston, Lane P.; Turnbull, Stuart M. - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 281-292
Persistent link: https://www.econbiz.de/10001603718
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567